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The Econometric Modelling of Financial Time Series
de Mills, Terence C
- Usado
- Estado
- Used - Good
- ISBN 10
- 0521410487
- ISBN 13
- 9780521410489
- Librería
-
Waltham Abbey, Essex, United Kingdom
Formas de pago aceptadas
Sobre este artículo
Cambridge University Press. Used - Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Sinopsis
Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
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Detalles
- Librería
- Phatpocket Limited
(GB)
- Inventario del vendedor #
- Z1-M-014-02233
- Título
- The Econometric Modelling of Financial Time Series
- Autor
- Mills, Terence C
- Estado del libro
- Used - Good
- Encuadernación
- Tapa dura
- ISBN 10
- 0521410487
- ISBN 13
- 9780521410489
- Editorial
- Cambridge University Press
- Primera fecha de publicación de esta edición
- 1994
Términos de venta
Phatpocket Limited
Books are usually shipped in 48 hours or less. All of our books have a 14 day no hassle money back guarantee unless stated otherwise in the book's description. Item must be returned in the exact same condition that it was received. Through our work with The Rainbow Centre and other Charity Partners, we have already given hundreds of young people in Sri Lanka and Africa the vital chance to get an education.
Sobre el vendedor
Phatpocket Limited
Miembro de Biblio desde 2006
Waltham Abbey, Essex
Sobre Phatpocket Limited
Phatpocket Limited is a world class secondhand bookstore located in the Hertfordshire countryside in the United Kingdom. We specialize in textbooks across an enormous variety of subjects. We aim to provide a low cost source of high quality textbooks to the academic community. We also have a sizable collection of rare and collectible books.We are dedicated to providing our customers with the highest standard of customer service in the bookselling business.
